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Table 6 Power of six global tests of correlated P-values (The correlation coefficient for Beta random variables is ρ Uniform distributions have random correlation matrices)

From: Global tests of P-values for multifactor dimensionality reduction models in selection of optimal number of target genes

Correlated 0.9 Uniform (0,1) ± 0.1Beta (0.4,6), ρ = 0.8

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.19

0.402

0.285

0.329

0.204

0.323

50

0.293

0.654

0.458

0.547

0.324

0.514

100

0.41

0.833

0.644

0.665

0.48

0.7

200

0.705

0.963

0.856

0.785

0.693

0.901

300

0.864

0.989

0.943

0.861

0.834

0.956

400

0.934

0.996

0.967

0.878

0.862

0.978

500

0.962

0.999

0.989

0.914

0.928

0.994

Correlated 0.6 Uniform (0,1)±0.4Beta (0.4,6), ρ = 0.8

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.848

0.968

0.913

0.787

0.837

0.924

50

0.994

0.999

0.998

0.922

0.989

0.998

100

1

1

0.999

0.956

0.999

0.999

200

1

1

1

0.987

1

1

300

1

1

1

0.993

1

1

400

1

1

1

0.992

1

1

500

1

1

1

0.994

1

1

Correlated 0.9 Uniform (0,1)±0.1Beta (0.5,4.5), ρ = 0.8

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.145

0.282

0.199

0.243

0.158

0.237

50

0.281

0.491

0.376

0.345

0.296

0.409

100

0.374

0.686

0.532

0.425

0.418

0.573

200

0.598

0.874

0.734

0.531

0.627

0.771

300

0.774

0.951

0.866

0.579

0.767

0.89

400

0.855

0.975

0.914

0.641

0.836

0.936

500

0.938

0.993

0.962

0.635

0.91

0.977

Correlated 0.6 Uniform (0,1)±0.4Beta (0.5,4.5), ρ = 0.8

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.149

0.287

0.221

0.217

0.178

0.242

50

0.265

0.518

0.4

0.334

0.323

0.438

100

0.421

0.693

0.539

0.434

0.438

0.575

200

0.604

0.856

0.726

0.485

0.644

0.754

300

0.778

0.951

0.858

0.582

0.761

0.886

400

0.871

0.978

0.931

0.612

0.858

0.942

500

0.921

0.981

0.948

0.658

0.901

0.957

Correlated 0.9 Uniform (0,1)±0.1Beta (1,5), ρ = 0.8

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.157

0.147

0.158

0.066

0.154

0.154

50

0.192

0.234

0.231

0.069

0.222

0.22

100

0.32

0.355

0.347

0.064

0.344

0.34

200

0.491

0.521

0.501

0.061

0.502

0.488

300

0.655

0.698

0.663

0.068

0.651

0.652

400

0.776

0.784

0.754

0.068

0.751

0.741

500

0.847

0.844

0.82

0.072

0.823

0.802

Correlated 0.6 Uniform(0,1)±0.4Beta(1,5), ρ = 0.8

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.698

0.676

0.695

0.124

0.703

0.682

50

0.966

0.921

0.938

0.131

0.948

0.922

100

0.999

0.988

0.991

0.11

0.997

0.988

200

1

1

1

0.116

1

1

300

1

1

1

0.122

1

1

400

1

1

1

0.122

1

1

500

1

1

1

0.114

1

1

Correlated 0.9 Uniform(0,1)±0.1Beta(0.4,6), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.147

0.349

0.245

0.332

0.181

0.288

50

0.263

0.59

0.422

0.529

0.298

0.481

100

0.396

0.804

0.627

0.648

0.447

0.687

200

0.675

0.963

0.831

0.804

0.662

0.89

300

0.809

0.99

0.927

0.836

0.808

0.951

400

0.899

0.998

0.966

0.907

0.865

0.979

500

0.958

0.999

0.98

0.928

0.912

0.99

Correlated 0.6 Uniform(0,1)±0.4Beta(0.4,6), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.827

0.974

0.921

0.789

0.808

0.941

50

0.994

1

0.999

0.945

0.977

0.999

100

1

1

1

0.983

1

1

200

1

1

1

0.997

1

1

300

1

1

1

1

1

1

400

1

1

1

1

1

1

500

1

1

1

0.999

1

1

Correlated 0.9 Uniform(0,1)±0.1Beta(0.5,4.5), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.141

0.269

0.205

0.229

0.162

0.231

50

0.235

0.444

0.33

0.321

0.257

0.367

100

0.359

0.661

0.526

0.408

0.423

0.562

200

0.543

0.879

0.709

0.516

0.577

0.747

300

0.726

0.95

0.849

0.562

0.731

0.878

400

0.81

0.977

0.902

0.632

0.81

0.928

500

0.914

0.993

0.959

0.683

0.895

0.967

Correlated 0.6 Uniform (0,1)±0.4Beta (0.5,4.5), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.138

0.26

0.199

0.238

0.169

0.212

50

0.241

0.469

0.356

0.335

0.288

0.385

100

0.347

0.662

0.506

0.402

0.408

0.55

200

0.547

0.885

0.703

0.519

0.585

0.761

300

0.694

0.949

0.852

0.592

0.727

0.88

400

0.802

0.987

0.914

0.627

0.804

0.935

500

0.882

0.991

0.948

0.641

0.871

0.959

Correlated 0.9 Uniform(0,1)±0.1Beta(1,5), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.121

0.118

0.133

0.071

0.132

0.129

50

0.194

0.21

0.214

0.064

0.217

0.211

100

0.277

0.311

0.305

0.071

0.306

0.299

200

0.449

0.502

0.486

0.068

0.485

0.477

300

0.585

0.643

0.612

0.058

0.623

0.599

400

0.66

0.72

0.697

0.075

0.696

0.682

500

0.767

0.8

0.775

0.059

0.759

0.759

Correlated 0.6 Uniform(0,1)±0.4Beta(1,5), ρ = Beta ( 2 , 5 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.594

0.591

0.632

0.124

0.637

0.616

50

0.913

0.9

0.921

0.139

0.922

0.914

100

0.996

0.992

0.992

0.111

0.995

0.99

200

1

1

1

0.102

1

1

300

1

1

1

0.115

1

1

400

1

1

1

0.116

1

1

500

1

1

1

0.095

1

1

Correlated 0.9 Uniform(0,1)±0.1Beta(0.4,6), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.183

0.397

0.292

0.363

0.217

0.324

50

0.291

0.639

0.459

0.545

0.34

0.508

100

0.418

0.821

0.625

0.653

0.463

0.694

200

0.669

0.958

0.855

0.78

0.68

0.881

300

0.818

0.993

0.924

0.861

0.782

0.947

400

0.919

0.997

0.97

0.908

0.89

0.985

500

0.974

1

0.988

0.926

0.932

0.994

Correlated 0.6 Uniform(0,1)±0.4Beta(0.4,6), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.815

0.964

0.928

0.825

0.836

0.945

50

0.99

1

0.997

0.92

0.988

0.997

100

1

1

1

0.971

1

1

200

1

1

1

0.993

1

1

300

1

1

1

0.997

1

1

400

1

1

1

0.998

1

1

500

1

1

1

1

1

1

Correlated 0.9 Uniform(0,1)±0.1Beta(0.5,4.5), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.154

0.283

0.216

0.228

0.171

0.24

50

0.272

0.465

0.352

0.331

0.296

0.391

100

0.358

0.675

0.512

0.421

0.414

0.561

200

0.528

0.871

0.706

0.526

0.578

0.749

300

0.749

0.958

0.857

0.578

0.752

0.89

400

0.857

0.986

0.924

0.632

0.841

0.938

500

0.906

0.99

0.951

0.679

0.877

0.962

Correlated 0.6 Uniform(0,1)±0.4Beta(0.5,4.5), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.137

0.282

0.2

0.228

0.159

0.234

50

0.237

0.484

0.359

0.306

0.293

0.392

100

0.345

0.679

0.503

0.411

0.416

0.544

200

0.577

0.858

0.719

0.512

0.6

0.757

300

0.725

0.946

0.848

0.584

0.743

0.873

400

0.868

0.981

0.92

0.621

0.85

0.931

500

0.9

0.989

0.947

0.676

0.869

0.959

Correlated 0.9 Uniform(0,1)±0.1Beta(1,5), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.141

0.166

0.16

0.078

0.155

0.155

50

0.213

0.224

0.235

0.054

0.251

0.232

100

0.318

0.362

0.364

0.073

0.365

0.362

200

0.477

0.525

0.498

0.047

0.503

0.485

300

0.621

0.651

0.637

0.071

0.622

0.621

400

0.718

0.747

0.721

0.071

0.708

0.707

500

0.804

0.818

0.794

0.075

0.785

0.78

Correlated 0.6 Uniform(0,1)±0.4Beta(1,5), ρ = Uniform ( 0.1 , 0.9 )

n

KS

Inverse chi

Inverse norm

Tippett

Wilcoxon

Logit

20

0.694

0.656

0.705

0.109

0.721

0.685

50

0.938

0.901

0.929

0.125

0.94

0.915

100

0.994

0.989

0.991

0.114

0.995

0.99

200

1

1

1

0.143

1

1

300

1

0.999

1

0.113

1

1

400

1

1

1

0.122

1

1

500

1

1

1

0.119

1

1

  1. Uniform distributions have random correlation matrices).